On Cesáro convergence of iterates of the star product of copulas

DOI10.1016/J.SPL.2012.09.025MaRDI QIDQ1933754zbMATH OpenOpenAlexFDO

Authors Wolfgang Trutschnig

Publication date 25 January 2013

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2012.09.025

zbMATH Keywords

copulaMarkov operatoridempotenceMarkov kernel

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Probability distributions: general theory (60E05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cited in

(12)

• Dependence measuring from conditional variances
• Stochastic monotonicity and the Markov product for copulas
• Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective
• A Markov product for tail dependence functions
• Characterization of pre-idempotent copulas
• On bivariate lower semilinear copulas and the star product
• Markov product invariance in classes of bivariate copulas characterized by univariate functions
• On Bertino copulas and the Markov product
• On differentiability and mass distributions of typical bivariate copulas
• Baire category results for exchangeable copulas
• Spatially homogeneous copulas
• Copula-based Markov process

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